Cages are used in rolling element assemblies to provide circumferential support and guidance for the rolling elements in order to allow pre-assembly and for ease of installation in a bearing assembly. Box cages include two cage rings that are assembled together via a retention element to captively secure rolling elements between the two cage rings. Known box cages are shown in U.S. Pat. No. 7,927,022 and U.S. Pat. No. 7,707,723. Known box cages require at least one of the two cage rings to include a radially bent flange for securing the two cage rings to one another. Bending the flange to form a retention element for the two cage rings adds an additional step to the assembly process and increases the time required to assemble the cage. It would be desirable to eliminate this additional step by providing an alternative retention element capable of providing a reliable mating connection between the two cage rings of a box cage assembly.